Directional Data Biases and Systematic Trend Following: Friends or Foes? 14 March 2023 Public Stefanel Radu This paper considers the influence that directional data biases may have in developing systematic trend-following (momentum) models Read more
Noise and Nonlinearity: Challenge and Opportunity for Momentum Trading 12 August 2021 Public Stefanel Radu Noise and nonlinearity are two important market characteristics that have been on the increase over the past decade and have produced increasingly complex market price actions Read more